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Vanguard STAR Funds Vanguard Total International Stock ETF VXUS

i

Market dataready · fetched 2026-11-10T22:29:40.217Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:29:10.756205262Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:29:39.495561+00:00

Share price$82.64
1D+0.1%
AH$82.15$82.46$82.78$83.10$83.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVXUS
Sold putSold callAH

Vanguard STAR Funds Vanguard Total International Stock ETF options

Live interpolated VXUS call and put midpoint premiums by absolute delta.Vanguard STAR Funds Vanguard Total International Stock ETF$0.20$1.00$1.81$2.61$3.42$78.93$80.73$82.53$84.33$86.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VXUS spot · $82.64VXUS PRICE$0.28$0.39$0.50$0.61$0.73$0.84$1.08$1.35$1.62$1.78$1.93$2.08$3.19$0.40$0.51$0.62$0.73$0.85$1.07$1.28$1.44$1.54$1.64$1.76$2.25$2.74
PutsFair0.98×
CallsFair0.98×
SkewBearish+1.36 pp
Implied moveBearish±$2.36
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.9718.8%3.2%79.9125.4%3.8%
25Δ84.5719.0%2.8%80.5424.4%3.2%
30Δ84.1819.3%2.5%81.1123.5%2.6%
35Δ83.8119.2%2.2%81.5822.3%2.2%
40Δ83.4518.8%1.9%82.0521.3%1.7%
45Δ83.0918.5%1.6%82.4222.0%1.6%
50Δ82.7319.5%1.4%82.8022.7%1.4%
55Δ82.3721.0%1.3%83.1422.3%1.1%
60Δ82.0022.6%1.2%83.4320.6%0.9%
65Δ81.6821.4%1.0%83.7319.0%0.7%
70Δ81.3620.1%0.8%84.0417.5%0.4%
75Δ81.0418.9%0.6%84.6019.1%0.4%
80Δ79.9325.3%0.6%85.1620.2%0.3%

20Δ

Calls
Pseudo strike
84.97
IV
18.8%
B/E move
3.2%
Puts
Pseudo strike
79.91
IV
25.4%
B/E move
3.8%

25Δ

Calls
Pseudo strike
84.57
IV
19.0%
B/E move
2.8%
Puts
Pseudo strike
80.54
IV
24.4%
B/E move
3.2%

30Δ

Calls
Pseudo strike
84.18
IV
19.3%
B/E move
2.5%
Puts
Pseudo strike
81.11
IV
23.5%
B/E move
2.6%

35Δ

Calls
Pseudo strike
83.81
IV
19.2%
B/E move
2.2%
Puts
Pseudo strike
81.58
IV
22.3%
B/E move
2.2%

40Δ

Calls
Pseudo strike
83.45
IV
18.8%
B/E move
1.9%
Puts
Pseudo strike
82.05
IV
21.3%
B/E move
1.7%

45Δ

Calls
Pseudo strike
83.09
IV
18.5%
B/E move
1.6%
Puts
Pseudo strike
82.42
IV
22.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
82.73
IV
19.5%
B/E move
1.4%
Puts
Pseudo strike
82.80
IV
22.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
82.37
IV
21.0%
B/E move
1.3%
Puts
Pseudo strike
83.14
IV
22.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
82.00
IV
22.6%
B/E move
1.2%
Puts
Pseudo strike
83.43
IV
20.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
81.68
IV
21.4%
B/E move
1.0%
Puts
Pseudo strike
83.73
IV
19.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
81.36
IV
20.1%
B/E move
0.8%
Puts
Pseudo strike
84.04
IV
17.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
81.04
IV
18.9%
B/E move
0.6%
Puts
Pseudo strike
84.60
IV
19.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
79.93
IV
25.3%
B/E move
0.6%
Puts
Pseudo strike
85.16
IV
20.2%
B/E move
0.3%

Options history

IV · four-Friday blend18.17%
Daily close
VXUS13.3%18.4%23.5%2026-08-12: 14.87%2026-08-13: 17.10%2026-08-14: 14.10%2026-08-17: 14.23%2026-08-18: 17.20%2026-08-19: 17.17%2026-08-20: 16.15%2026-08-21: 15.17%2026-08-24: 14.80%2026-08-25: 15.74%2026-08-26: 14.03%2026-08-27: 14.53%2026-08-28: 14.49%2026-08-31: 16.64%2026-09-01: 19.26%2026-09-02: 16.48%2026-09-03: 19.49%2026-09-04: 14.93%2026-09-08: 15.69%2026-09-09: 21.01%2026-09-10: 20.05%2026-09-11: 15.19%2026-09-14: 21.02%2026-09-15: 19.30%2026-09-16: 22.17%2026-09-17: 19.63%2026-09-18: 15.64%2026-09-21: 16.49%2026-09-22: 15.40%2026-09-23: 20.00%2026-09-24: 22.77%2026-09-25: 16.28%2026-09-28: 18.82%2026-09-29: 19.58%2026-09-30: 17.78%2026-10-01: 22.64%2026-10-02: 16.14%2026-10-05: 16.33%2026-10-06: 16.28%2026-10-07: 16.98%2026-10-08: 19.60%2026-10-09: 14.68%2026-10-12: 15.46%2026-10-13: 14.06%2026-10-14: 19.37%2026-10-15: 20.95%2026-10-16: 17.08%2026-10-19: 17.10%2026-10-20: 17.48%2026-10-21: 15.68%2026-10-22: 20.98%2026-10-23: 17.84%2026-10-26: 19.20%2026-10-27: 17.21%2026-10-28: 17.59%2026-10-29: 20.25%2026-10-30: 18.17%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
14.87%
17.10%
14.10%
14.23%
17.20%
17.17%
16.15%
15.17%
14.80%
15.74%
14.03%
14.53%
14.49%
16.64%
19.26%
16.48%
19.49%
14.93%
15.69%
21.01%
20.05%
15.19%
21.02%
19.30%
22.17%
19.63%
15.64%
16.49%
15.40%
20.00%
22.77%
16.28%
18.82%
19.58%
17.78%
22.64%
16.14%
16.33%
16.28%
16.98%
19.60%
14.68%
15.46%
14.06%
19.37%
20.95%
17.08%
17.10%
17.48%
15.68%
20.98%
17.84%
19.20%
17.21%
17.59%
20.25%
18.17%